+340.9%
SYF vs ENB
+92.2%
+248.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +0.8% | -2.2% | +3.1% | +2.0% |
| 3M | +13.4% | -10.5% | +23.9% | +20.0% |
| 6M | +16.3% | -5.1% | +21.4% | +18.7% |
| YTD | -3.0% | +9.0% | -12.0% | -9.1% |
| 1Y | +5.7% | +8.2% | -2.5% | -0.8% |
| 3Y | +160.1% | +67.8% | +92.4% | +85.7% |
| 5Y | +88.5% | +69.4% | +19.1% | +34.5% |
| 10Y | +263.1% | +117.5% | +145.5% | +120.3% |
| All | +340.9% | +92.2% | +248.7% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling